St. John’s University
School of Risk Management, Insurance, and Actuaria
101 Astor Place
New York, NY 10003
NBER Working Papers and Publications
|January 2017||Optimal Social Security Claiming Behavior under Lump Sum Incentives: Theory and Evidence|
with Raimond Maurer, Olivia S. Mitchell, Tatjana Schimetschek: w23073
|October 2014||Will They Take the Money and Work? An Empirical Analysis of People's Willingness to Delay Claiming Social Security Benefits for a Lump Sum|
with Raimond Maurer, Olivia S. Mitchell, Tatjana Schimetschek: w20614
|May 2014||Accounting and Actuarial Smoothing of Retirement Payouts in Participating Life Annuities|
with Raimond Maurer, Olivia S. Mitchell, Ivonne Siegelin: w20124
Published: Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph & Siegelin, Ivonne, 2016. "Accounting and actuarial smoothing of retirement payouts in participating life annuities," Insurance: Mathematics and Economics, Elsevier, vol. 71(C), pages 268-283. citation courtesy of
|July 2013||Optimal Life Cycle Portfolio Choice with Variable Annuities Offering Liquidity and Investment Downside Protection|
with Vanya Horneff, Raimond Maurer, Olivia S. Mitchell: w19206
Published: Insurance: Mathematics and Economics Volume 63, July 2015, Pages 91–107 Special Issue: Longevity Nine - the Ninth International Longevity Risk and Capital Markets Solutions Conference Cover image Optimal life cycle portfolio choice with variable annuities offering liquidity and investment downside protection Vanya Horneffa, , Raimond Maurera, , , Olivia S. Mitchellb, , Ralph Rogallaa, citation courtesy of
|May 2013||Exchanging Delayed Social Security Benefits for Lump Sums: Could This Incentivize Longer Work Careers?|
with Jingjing Chai, Raimond Maurer, Olivia S. Mitchell: w19032
|October 2011||Lifecycle Portfolio Choice with Systematic Longevity Risk and Variable Investment-Linked Deferred Annuities|
with Vasily Kartashov, Raimond Maurer, Olivia S. Mitchell: w17505
Published: Raimond Maurer & Olivia S. Mitchell & Ralph Rogalla & Vasily Kartashov, 2013. "Lifecycle Portfolio Choice With Systematic Longevity Risk and Variable InvestmentâLinked Deferred Annuities," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 80(3), pages 649-676, 09. citation courtesy of
|June 2011||Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply|
with Jingjing Chai, Raimond Maurer, Olivia S. Mitchell: w17134
Published: Chai, Jingjing, Raimond Maurer, Olivia S. Mitchell, & Ralph Rogalla. (2012). “Lifecycle Impacts of the Financial and Economic Crisis on Household Optimal Consumption, Portfolio Choice, and Labor Supply.” In Reshaping Retirement Security: Lessons from the Global Financial Crisis. Eds. R. Maurer, O.S. Mitchell, and M. Warshawsky. Oxford: Oxford University Press. 120-151.
|January 2010||The Effect of Uncertain Labor Income and Social Security on Life-cycle Portfolios|
with Raimond Maurer, Olivia S. Mitchell: w15682
|September 2008||Managing Contribution and Capital Market Risk in a Funded Public Defined Benefit Plan: Impact of CVaR Cost Constraints|
with Raimond Maurer, Olivia S. Mitchell: w14332
Published: Maurer, Raimond & Mitchell, Olivia S. & Rogalla, Ralph, 2009.
"Managing contribution and capital market risk in a funded public defined benefit plan: Impact of CVaR cost constraints,"
Insurance: Mathematics and Economics,
Elsevier, vol. 45(1), pages 25-34, August.
citation courtesy of